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Strong One-Switch Utility. (2001). Bell, David E. ; Fishburn, Peter C..
In: Management Science.
RePEc:inm:ormnsc:v:47:y:2001:i:4:p:601-604.

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Cited: 24

Citations received by this document

Cites: 8

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Cocites: 55

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  1. The Legacy of Peter Fishburn: Foundational Work and Lasting Impact. (2023). Simon, Jay ; Hupman, Andrea C.
    In: Decision Analysis.
    RePEc:inm:ordeca:v:20:y:2023:i:1:p:1-15.

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  2. Decision Making Under Model Uncertainty: Fréchet–Wasserstein Mean Preferences. (2022). Yannacopoulos, Athanasios N ; Xepapadeas, Anastasios ; Petracou, Electra V.
    In: Management Science.
    RePEc:inm:ormnsc:v:68:y:2022:i:2:p:1195-1211.

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  3. Ergodicity transformation for additive-ruin wealth dynamic. (2021). Raposo, Carlos Rodriguez ; Pulido, Pablo Coello.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03198073.

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  4. Restricted increases in risk aversion and their application. (2017). Meyer, Jack ; EECKHOUDT, LOUIS ; Liu, Liqun.
    In: Economic Theory.
    RePEc:spr:joecth:v:64:y:2017:i:1:d:10.1007_s00199-016-0978-z.

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  5. One-Switch Discount Functions. (2017). Anchugina, Nina .
    In: Papers.
    RePEc:arx:papers:1702.02254.

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  6. Decreasing Ross risk aversion: Higher-order generalizations and implications. (2014). Li, Jingyuan ; Wang, Jianli.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:55:y:2014:i:c:p:136-142.

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  7. Comparative Ross risk aversion in the presence of mean dependent risks. (2014). Li, Jingyuan ; Dionne, Georges.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:51:y:2014:i:c:p:128-135.

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  8. When Ross meets Bell: The linex utility function. (2013). Schlesinger, Harris ; EECKHOUDT, LOUIS ; Denuit, Michel M..
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:49:y:2013:i:2:p:177-182.

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  9. Comparative Ross risk aversion in the presence of quadrant dependent risks. (2012). Dionne, Georges ; Li, Jingyuan.
    In: Working Papers.
    RePEc:ris:crcrmw:2012_007.

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  10. Comparative Ross Risk Aversion in the Presence of Quadrant Dependent Risks. (2012). Li, Jingyuan ; Dionne, Georges.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:1226.

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  11. Comparative Ross Risk Aversion in the Presence of Mean Dependent Risks. (2012). Li, Jingyuan ; Dionne, Georges.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:1211.

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  12. Multiattribute One-Switch Utility. (2012). Tsetlin, Ilia ; Winkler, Robert L..
    In: Management Science.
    RePEc:inm:ormnsc:v:58:y:2012:i:3:p:602-605.

    Full description at Econpapers || Download paper

  13. Information and preference reversals in lotteries. (2011). Klutke, Georgia-Ann ; Bakir, Niyazi Onur .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:210:y:2011:i:3:p:752-756.

    Full description at Econpapers || Download paper

  14. When Ross meets Bell: the linex utility function. (2011). Eeckhoudt, L ; Denuit, M ; Schlesinger, H.
    In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
    RePEc:aiz:louvad:2011014.

    Full description at Econpapers || Download paper

  15. Sensitivity Analysis of Risk Tolerance. (2010). Thorlund-Petersen, Lars ; Sandvik, Bjorn.
    In: Decision Analysis.
    RePEc:inm:ordeca:v:7:y:2010:i:3:p:313-321.

    Full description at Econpapers || Download paper

  16. Multiattribute Utility Satisfying a Preference for Combining Good with Bad. (2009). Tsetlin, Ilia ; Winkler, Robert L..
    In: Management Science.
    RePEc:inm:ormnsc:v:55:y:2009:i:12:p:1942-1952.

    Full description at Econpapers || Download paper

  17. Generalised Means of Simple Utility Functions with Risk Aversion. (2008). Conniffe, Denis.
    In: The Economic and Social Review.
    RePEc:eso:journl:v:39:y:2008:i:1:p:1-12.

    Full description at Econpapers || Download paper

  18. Exploring Higher-Order Risk Effects. (2008). Schlesinger, Harris ; Deck, Cary.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2487.

    Full description at Econpapers || Download paper

  19. Financial intermediarys choice of borrowing. (2007). Chiang, HuiChen.
    In: Applied Economics.
    RePEc:taf:applec:v:40:y:2007:i:2:p:251-260.

    Full description at Econpapers || Download paper

  20. Optimal prepayment behaviour. (2007). Chiang, HuiChen.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:14:y:2007:i:15:p:1127-1129.

    Full description at Econpapers || Download paper

  21. Cumulative prospect theorys functional menagerie. (2006). Stott, Henry .
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:32:y:2006:i:2:p:101-130.

    Full description at Econpapers || Download paper

  22. Copula Based Monte Carlo Integration in Financial Problems. (2005). Sancetta, Alessio.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0506.

    Full description at Econpapers || Download paper

  23. Approximating Risk Aversion in Decision Analysis Applications. (2004). Kirkwood, Craig W.
    In: Decision Analysis.
    RePEc:inm:ordeca:v:1:y:2004:i:1:p:51-67.

    Full description at Econpapers || Download paper

  24. Cost of Capital and Regulator’s Preferences: Investigation into a new method of estimating regulatory bias. (2004). Sancetta, Alessio ; Satchell, Steve.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0441.

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References

References cited by this document

  1. Bell D. E. A contextual uncertainty condition for behavior under risk. Management Sci. (1995b) 41:1145-1150

  2. Bell D. E. One-switch utility functions and a measure of risk. Management Sci. (1988) 34:1416-1424

  3. Bell D. E. Risk, return, and utility. Management Sci. (1995a) 41:23-30
    Paper not yet in RePEc: Add citation now

  4. Bell D. E., Fishburn P. C. Utility functions for wealth. J. Risk Uncertainty (2000) 20:5-44

  5. Farquhar P. H., Nakamura Y. Constant exchange risk properties. Oper. Res. (1987) 35:206-214

  6. Gelles G. M., Mitchell D. W. Broadly decreasing risk aversion. Management Sci. (1999) 45:1432-1439

  7. Nakamura Y. Sumex utility functions. Math. Soc. Sci. (1996) 31:39-47

  8. Pfanzagl J. A general theory of measurement: Applications to utility. Naval Res. Logist. Quart. (1959) 6:283-294
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Stochastic Contests with Linex Utility Functions. (2019). Canbolat, Pelin G.
    In: Alphanumeric Journal.
    RePEc:anm:alpnmr:v:7:y:2019:i:1:p:113-128.

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  2. CAPM with various utility functions: Theoretical developments and application to international data. (2017). ben mabrouk, houda ; McMillan, David ; Benmabrouk, Houda ; Bedoui, Rihab.
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1343230.

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  3. One-Switch Discount Functions. (2017). Anchugina, Nina .
    In: Papers.
    RePEc:arx:papers:1702.02254.

    Full description at Econpapers || Download paper

  4. Monotonicity of the Selling Price of Information with Risk Aversion in Two Action Decision Problems. (2015). Bakir, Niyazi Onur .
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:7:y:2015:i:2:p:71-90.

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  5. Portfolio choice and investor preferences : A semi-parametric approach based on risk horizon. (2015). Lejeune, Thomas ; Hübner, Georges ; Hubner, Georges .
    In: Working Paper Research.
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  6. Ordinal One-Switch Utility Functions. (2015). Abbas, Ali E ; Bell, David E.
    In: Operations Research.
    RePEc:inm:oropre:v:63:y:2015:i:6:p:1411-1419.

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  7. Stability of probability effects in utility elicitation. (2014). Vetschera, Rudolf ; Sachs, Anna-Lena ; Lohndorf, Birgit .
    In: Central European Journal of Operations Research.
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  8. Decreasing Ross risk aversion: Higher-order generalizations and implications. (2014). Li, Jingyuan ; Wang, Jianli.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:55:y:2014:i:c:p:136-142.

    Full description at Econpapers || Download paper

  9. Comparative Ross risk aversion in the presence of mean dependent risks. (2014). Li, Jingyuan ; Dionne, Georges.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:51:y:2014:i:c:p:128-135.

    Full description at Econpapers || Download paper

  10. When Ross meets Bell: The linex utility function. (2013). Schlesinger, Harris ; EECKHOUDT, LOUIS ; Denuit, Michel M..
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:49:y:2013:i:2:p:177-182.

    Full description at Econpapers || Download paper

  11. Substituting one risk increase for another: A method for measuring risk aversion. (2013). Meyer, Jack ; Liu, Liqun.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:148:y:2013:i:6:p:2706-2718.

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  12. The Cake-eating problem: Non-linear sharing rules. (2012). Trannoy, Alain ; Peluso, Eugenio.
    In: Working Papers.
    RePEc:ver:wpaper:26/2012.

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  13. Comparative Ross Risk Aversion in the Presence of Quadrant Dependent Risks. (2012). Li, Jingyuan ; Dionne, Georges.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:1226.

    Full description at Econpapers || Download paper

  14. Comparative Ross Risk Aversion in the Presence of Mean Dependent Risks. (2012). Li, Jingyuan ; Dionne, Georges.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:1211.

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  15. METHODS---One-Switch Conditions for Multiattribute Utility Functions. (2012). Abbas, Ali E ; Bell, David E.
    In: Operations Research.
    RePEc:inm:oropre:v:60:y:2012:i:5:p:1199-1212.

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  16. Multiattribute One-Switch Utility. (2012). Tsetlin, Ilia ; Winkler, Robert L..
    In: Management Science.
    RePEc:inm:ormnsc:v:58:y:2012:i:3:p:602-605.

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  17. One-Switch Independence for Multiattribute Utility Functions. (2011). Bell, David E ; Abbas, Ali E.
    In: Operations Research.
    RePEc:inm:oropre:v:59:y:2011:i:3:p:764-771.

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  18. Information and preference reversals in lotteries. (2011). Klutke, Georgia-Ann ; Bakir, Niyazi Onur .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:210:y:2011:i:3:p:752-756.

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  19. When Ross meets Bell: the linex utility function. (2011). Eeckhoudt, L ; Denuit, M ; Schlesinger, H.
    In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
    RePEc:aiz:louvad:2011014.

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  20. Sensitivity Analysis of Risk Tolerance. (2010). Thorlund-Petersen, Lars ; Sandvik, Bjorn.
    In: Decision Analysis.
    RePEc:inm:ordeca:v:7:y:2010:i:3:p:313-321.

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  21. The Role of Some Functional Equations in Decision Analysis. (2010). Abbas, Ali E ; Aczel, Janos.
    In: Decision Analysis.
    RePEc:inm:ordeca:v:7:y:2010:i:2:p:215-228.

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  22. Effective utility functions induced by organizational target-based incentives. (2009). Abbas, Ali E. ; Bordley, Robert F. ; Matheson, James E..
    In: Managerial and Decision Economics.
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  23. Multiattribute Utility Satisfying a Preference for Combining Good with Bad. (2009). Tsetlin, Ilia ; Winkler, Robert L..
    In: Management Science.
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  24. Mean Variance Vulnerability. (2008). Eichner, Thomas.
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  25. Generalised Means of Simple Utility Functions with Risk Aversion. (2008). Conniffe, Denis.
    In: The Economic and Social Review.
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  26. Robust Mean-Covariance Solutions for Stochastic Optimization. (2007). Popescu, Ioana .
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  27. Managerial Motivation Dynamics and Incentives. (2007). Kocabiyikouglu, Aycse ; Popescu, Ioana .
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  28. Invariant Utility Functions and Certain Equivalent Transformations. (2007). Abbas, Ali E.
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  29. Modeling international investment decisions for financial holding companies. (2007). Trappey, Charles V. ; Shih, Tsui-Yii ; Trappey, Amy J. C., .
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  30. Cumulative prospect theorys functional menagerie. (2006). Stott, Henry .
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  31. Option-implied risk preferences: An extension to wider classes of utility functions. (2006). Kang, Byung Jin ; Kim, Tong Suk.
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  33. Risky Choices and Correlated Background Risk. (2005). Tsetlin, Ilia ; Winkler, Robert L..
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  34. Copula Based Monte Carlo Integration in Financial Problems. (2005). Sancetta, Alessio.
    In: Cambridge Working Papers in Economics.
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  35. Approximating Risk Aversion in Decision Analysis Applications. (2004). Kirkwood, Craig W.
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  36. Risk-value models: Restrictions and applications. (2003). Mitchell, Douglas W. ; Gelles, Gregory M..
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  37. Preserving preference rankings under background risk. (2003). Schlesinger, Harris ; Gollier, Christian.
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  38. Heterogeneity of Investors and Asset Pricing in a Risk-Value World. (2003). Weber, Martin ; Franke, Günter.
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  39. Increasingly mean-seeking utility functions and n-asset portfolios. (2002). Mitchell, Douglas W. ; Gelles, Gregory M..
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  41. Time Horizon and the Discount Rate. (2002). Gollier, Christian.
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  42. Cumulative Prospect Theory for Parametric and Multiattribute Utilities. (2001). Zank, Horst .
    In: Mathematics of Operations Research.
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  43. Strong One-Switch Utility. (2001). Bell, David E. ; Fishburn, Peter C..
    In: Management Science.
    RePEc:inm:ormnsc:v:47:y:2001:i:4:p:601-604.

    Full description at Econpapers || Download paper

  44. Separating risk and return in the CAPM: A general utility-based model. (2000). Pedersen, Christian S..
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  47. Too Much of a Good Thing?. (1999). Clyman, Dana R ; Dyer, James S ; Walls, Michael R.
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  48. Measures of Perceived Risk. (1999). Dyer, James S. ; Butler, John C. ; Jia, Jianmin.
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  49. Broadly Decreasing Risk Aversion. (1999). Mitchell, Douglas W. ; Gelles, Gregory M..
    In: Management Science.
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  50. Ordering utility functions based on mean-seeking behavior. (1999). Mitchell, Douglas W. ; Gelles, Gregory M..
    In: The Quarterly Review of Economics and Finance.
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  51. Cumulative Prospect Theory for Parametric and Multiattribute Utilities. (1998). Zank, H..
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  52. The role of flexibility in the development of new products: An empirical study. (1997). Thomke, Stefan H..
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  53. Relative risk--value models. (1997). Dyer, James S. ; Jia, Jianmin.
    In: European Journal of Operational Research.
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  54. Sumex utility functions. (1996). Nakamura, Yutaka.
    In: Mathematical Social Sciences.
    RePEc:eee:matsoc:v:31:y:1996:i:1:p:39-47.

    Full description at Econpapers || Download paper

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